hedged_return: Hedged_return.

View source: R/hedged_return.R

hedged_returnR Documentation

Hedged_return.

Description

Estimates hedged return.

Usage

hedged_return(hedge, ret, fx_ret, fwd_prem, exp_ret = 0)

Arguments

hedge

Hedged percentage.

ret

Return in foreign (domectic) currency.

fx_ret

Fx return.

fwd_prem

Forward premium.

exp_ret

Expected return over initial capital (1) over investment horizon.Given the difficulties to estimate the this value, it is assumed to be cero.


veldanie/SuraInvestmentAnalytics documentation built on Sept. 17, 2024, 6:49 p.m.